-67.4%
PYPL vs MP
+450.8%
-518.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.2% |
| 7D | +2.7% | -2.9% | +5.5% | +3.1% |
| 30D | -4.9% | +13.8% | -18.7% | -6.7% |
| 3M | +28.9% | -16.7% | +45.6% | +31.2% |
| 6M | +18.2% | -11.5% | +29.7% | +18.0% |
| YTD | -5.0% | +7.9% | -13.0% | -9.1% |
| 1Y | -18.8% | -15.0% | -3.8% | -21.0% |
| 3Y | -12.6% | +153.5% | -166.1% | -37.5% |
| 5Y | -80.8% | +58.7% | -139.4% | -85.1% |
| All | -67.4% | +450.8% | -518.2% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling